-56.8%
W vs REPL
-35.3%
-21.5%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.9% | -3.5% | -2.6% |
| 7D | -1.7% | +9.8% | -11.5% | -2.2% |
| 30D | +3.2% | +81.5% | -78.3% | -0.2% |
| 3M | +8.3% | +44.2% | -35.9% | +5.8% |
| 6M | +84.3% | +437.4% | -353.1% | +56.8% |
| YTD | +11.0% | +126.1% | -115.1% | -3.8% |
| 1Y | -0.2% | +143.1% | -143.4% | -14.3% |
| 3Y | +157.9% | +97.8% | +60.1% | +48.0% |
| 5Y | -56.8% | -34.3% | -22.5% | -64.6% |
| All | -56.8% | -35.3% | -21.5% | -64.6% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded REPL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling